It purely depends on what you might be interested in. If developing web applications interests you, go for the Web Component certification. From my point of view the Web Component certification is worth to aim for.

SCJP 1.4, SCWCD 1.4 - Hints for you, Certified Scrum Master
Did a rm -R / to find out that I lost my entire Linux installation!

can you tell me what content in Business Component Exam and what in Web component??

The Business Component Exam (OCPBCD) is older one (for Java EE 5) and it covers both EJB and JPA. In Java EE 6 the certification is split into two, one for EJB (OCE EJB) and another one for JPA (OCE JPA).
The Web component Exam (OCPJWCD for Java EE 5 & OCEJWCD for Java EE 6) covers JSP and Servlets.